Geodesic
On mathematical finance
Bollettino della Unione matematica italiana, Série 8, 3B (2000) no. 3, pp. 553-572.

Voir la notice de l'article provenant de la source Biblioteca Digitale Italiana di Matematica

I. Introduzione. II. Un rapido esame di modelli e strumenti. III. Simulazioni Monte-Carlo efficienti e calcolo di Malliavin. IV. Osservazioni parziali e «option pricing». 
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Lions, P. L. On mathematical finance. Bollettino della Unione matematica italiana, Série 8, 3B (2000) no. 3, pp. 553-572. http://geodesic.mathdoc.fr/item/BUMI_2000_8_3B_3_a0/

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